+588.7%
VLO vs SCHG
+84.3%
+504.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +5.3% | -1.0% | +6.4% | +5.7% |
| 30D | +18.2% | -1.3% | +19.5% | +18.7% |
| 3M | +53.3% | +5.4% | +47.9% | +50.3% |
| 6M | +70.4% | +14.4% | +56.0% | +61.5% |
| YTD | +143.4% | +8.0% | +135.4% | +135.6% |
| 1Y | +153.0% | +12.7% | +140.3% | +140.5% |
| 3Y | +195.0% | +85.6% | +109.4% | +131.3% |
| All | +588.7% | +84.3% | +504.4% | +429.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling